+430.7%
FCX vs TTD
+574.0%
-143.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +15.5% | -10.6% | +2.0% |
| 7D | -1.0% | +19.0% | -20.0% | -4.2% |
| 30D | -15.2% | +23.6% | -38.8% | -18.7% |
| 3M | -10.3% | +8.2% | -18.5% | -12.3% |
| 6M | +1.6% | -35.3% | +36.9% | +7.6% |
| YTD | +23.9% | -60.7% | +84.5% | +42.6% |
| 1Y | +58.0% | -65.3% | +123.3% | +86.4% |
| 3Y | +94.6% | -80.6% | +175.1% | +135.4% |
| 5Y | +70.4% | -84.6% | +155.0% | +99.1% |
| 10Y | +430.7% | +550.5% | -119.9% | +246.8% |
| All | +430.7% | +574.0% | -143.4% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TTD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling